V-Lab
Fannie Mae APARCH Volatility Analysis
Volatility Prediction for Monday, September 8th, 2008:193.83% (-6.80%)
Analysis last updated: Saturday, February 27, 2016 at 07:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 15.07 | |
| 0.0553 | 19.77 | |
| 0.9396 | 379.32 | |
| 0.5397 | 15.22 | |
| 1.4182 | 29.89 |
Estimation Period:
Jan 2, 1990 to Sep 5, 2008
Jan 2, 1990 to Sep 5, 2008